+4,750.2%
CLS vs ULTA
+1,628.6%
+3,121.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.4% | +0.5% |
| 7D | +4.6% | +9.0% | -4.4% | +2.1% |
| 30D | -13.9% | +4.6% | -18.5% | -15.2% |
| 3M | -26.6% | +22.0% | -48.5% | -30.8% |
| 6M | +15.4% | -14.7% | +30.1% | +19.2% |
| YTD | +5.7% | -6.8% | +12.4% | +6.4% |
| 1Y | +41.1% | +6.5% | +34.6% | +36.0% |
| 3Y | +1,228.6% | +35.6% | +1,193.0% | +1,071.0% |
| 5Y | +3,240.6% | +47.6% | +3,193.0% | +2,726.1% |
| 10Y | +2,760.3% | +128.9% | +2,631.5% | +1,919.8% |
| All | +4,750.2% | +1,628.6% | +3,121.6% | +1,338.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ULTA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling